Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47915.93 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46520.98 Kr¶

PnL: ---------------------------------------> -367.59 Kr¶

DD now: ---------------------------------> -1.468 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 10:33:51.261795'

Anic Portfolio¶

Today¶

Return: 0.006 %¶

This Week¶

Return: 0.006 %¶

Total¶

Return: 56.864 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.310000 3218.800000 247.800000 8.340000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
Boozt 12 1.210000 1706.400000 52.400000 3.170000 1653.999996
Corem Property Group B 59 2.120000 626.580000 49.580000 8.590000 576.999999
AcadeMedia 12 1.840000 604.200000 47.200000 8.470000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.020000 392.100000 37.100000 10.450000 355.000000
MedCap 2 2.250000 455.000000 34.000000 8.080000 421.000000
SAAB B 8 -0.950000 3407.200000 30.200000 0.890000 3377.000000
Resurs Holding 22 0.370000 603.240000 29.240000 5.090000 573.999998
OEM International B 7 1.410000 553.700000 25.700000 4.870000 527.999997
HMS Networks 2 1.930000 698.000000 25.000000 3.710000 673.000000
Intrum 4 2.350000 548.600000 21.600000 4.100000 527.000000
Coor Service Management Hold. 8 2.540000 548.800000 16.800000 3.160000 532.000000
Eastnine 4 -1.260000 502.400000 11.400000 2.320000 491.000000
CTEK 13 2.850000 545.090000 11.090000 2.080000 533.999999
Norva24 Group 16 -1.660000 550.720000 7.720000 1.420000 543.000000
Swedbank A 3 -0.210000 566.100000 2.100000 0.370000 564.000000
Securitas B 6 1.320000 571.440000 1.440000 0.250000 570.000000
Samhällsbyggnadsbo. i Norden D 12 2.490000 246.960000 0.960000 0.390000 246.000000
Karnov Group 9 -0.830000 536.400000 0.400000 0.070000 536.000004
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Fastighetsbolag. Emilshus Pref 21 -1.300000 559.650000 -2.350000 -0.420000 562.000005
Essity B 2 -1.140000 570.800000 -3.200000 -0.560000 574.000000
Nordea Bank Abp 29 0.030000 3449.840000 -4.160000 -0.120000 3453.999992
Midsona B 63 3.150000 577.710000 -5.290000 -0.910000 582.999984
Essity A 4 -0.700000 1142.000000 -7.000000 -0.610000 1149.000000
Sampo Oyj SDB 7 -0.090000 3839.500000 -10.500000 -0.270000 3850.000000
International Petroleum Corp. 5 3.650000 568.000000 -26.570000 -4.470000 594.565215
FM Mattsson Mora Group B 50 -2.690000 2895.000000 -32.000000 -1.090000 2927.000000
Vivesto 1368 -2.410000 543.100000 -69.900000 -11.400000 612.999432
Axfood 13 0.140000 3666.000000 -90.000000 -2.400000 3756.000001
OX2 18 0.990000 1463.400000 -200.600000 -12.060000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46520.980000 -367.590000 -1.46815% 46888.564618

Updated:¶

'2023-01-23 10:34:03.643836'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶